total_baffa baffa_notional_abs position_count gross_notional baffa_percentage
1 -750,087 25,178,008 119 402,187,908 -0.002

ric assetKey quoteCountry rawBeta alpha_decile alpha mktcap alpha_sign pos_sign postOptWeights target_contracts priceCloseUSD target_notional target_notional_abs baffa
5 0291.HK @CHINA288 HK 1.6485 8.0000 0.104 5,406 1.0000 -1 0.0000 -1,000 3.4714 -3,471 3,471 -360
16 1519.HK @JTGLO1 HK 1.4218 4.0000 0.035 9,098 1.0000 -1 -0.0039 -312,600 1.2344 -385,879 385,879 -13,593
23 1795.TW @LOTUS3 TW 0.8114 2.0000 0.013 1,201 1.0000 -1 -0.0026 -36,000 7.2868 -262,326 262,326 -3,466
49 9001.T @TOBUR1 JP 0.2629 1.0000 -0.007 3,418 -1.0000 1 0.0100 58,800 16.9861 998,784 998,784 -7,253
52 6285.TW @WISTR2 TW 1.0423 2.0000 0.019 1,504 1.0000 -1 -0.0021 -55,000 3.8818 -213,498 213,498 -4,034
64 0267.HK @CITIC10 HK 1.4192 5.0000 0.045 11,327 1.0000 -1 -0.0046 -316,000 1.4421 -455,693 455,693 -20,287
66 ALD.AX @CALTE1 AU 0.4835 7.0000 -0.078 4,181 -1.0000 0 0.0000 0 17.5459 0 0 -0
78 2474.TW @CATCH1 TW 0.4729 2.0000 0.013 4,708 1.0000 -1 -0.0014 -19,000 7.2528 -137,803 137,803 -1,788
80 1378.HK @CHINA1377 HK 1.6412 9.0000 0.133 8,388 1.0000 -1 0.0000 -1,500 2.6561 -3,984 3,984 -530
86 1415.HK @COWEL7 HK 2.2892 6.0000 0.069 923 1.0000 -1 -0.0006 -18,000 3.5669 -64,205 64,205 -4,413
87 6805.TW @FOSIT1 TW 1.3546 1.0000 0.009 1,649 1.0000 -1 -0.0020 -7,000 28.9771 -202,840 202,840 -1,807
89 2376.TW @GIGAB3 TW 1.0251 3.0000 0.023 6,004 1.0000 -1 -0.0042 -44,000 9.5342 -419,504 419,504 -9,635
92 2543.TW @HWANG2 TW 1.2177 6.0000 0.062 616 1.0000 -1 0.0000 -177 2.5061 -444 444 -27
93 3481.TW @INNOL2 TW 0.9651 3.0000 0.024 2,992 1.0000 -1 -0.0007 -183,000 0.3746 -68,544 68,544 -1,637
95 8069.TWO @PRIME74 TW 0.8724 8.0000 0.093 7,167 1.0000 -1 -0.0029 -41,000 7.0825 -290,384 290,384 -26,976
96 1101.TW @TAIWA69 TW 0.4786 4.0000 0.037 6,107 1.0000 -1 -0.0030 -377,000 0.8087 -304,881 304,881 -11,153
98 2400.HK @XDINC1 HK 1.6896 9.0000 0.147 3,230 1.0000 -1 -0.0007 -10,600 6.5479 -69,408 69,408 -10,184
99 0763.HK @ZTECO2 HK 1.9702 9.0000 0.160 2,454 1.0000 -1 0.0000 -1,600 3.2485 -5,198 5,198 -830
102 6976.T @TAIYO10 JP 1.6420 3.0000 -0.021 2,257 -1.0000 0 0.0000 0 17.3288 0 0 -0
115 1109.HK @CHINA182 HK 1.5604 8.0000 0.109 10,610 1.0000 -1 0.0000 -1,500 3.7198 -5,580 5,580 -608
117 6618.HK @JDHEA1 HK 2.0488 10.0000 0.166 6,437 1.0000 -1 0.0000 -150 6.0957 -914 914 -152
122 8299.TWO @PHISO1 TW 0.9465 1.0000 0.004 3,152 1.0000 -1 -0.0029 -17,000 16.9572 -288,273 288,273 -1,018
127 1801.HK @INNOV87 HK 1.2399 2.0000 0.017 19,076 1.0000 -1 -0.0161 -144,500 11.1595 -1,612,541 1,612,541 -28,017
131 1952.HK @EVERE39 HK 1.8549 3.0000 0.021 2,977 1.0000 -1 -0.0050 -55,000 9.0830 -499,564 499,564 -10,444
132 1833.HK @PAGOO1 HK 1.9252 9.0000 0.153 1,210 1.0000 -1 0.0000 -977 1.1911 -1,164 1,164 -178
133 2013.HK @WEIMO2 HK 3.0065 2.0000 0.014 921 1.0000 -1 -0.0012 -458,000 0.2548 -116,690 116,690 -1,655
143 0189.HK @DONGY26 HK 1.5519 8.0000 0.110 2,375 1.0000 -1 -0.0004 -28,000 1.3707 -38,380 38,380 -4,235
144 0998.HK @CHINA536 HK 0.7461 9.0000 0.156 9,100 1.0000 -1 0.0000 -1,000 0.9554 -955 955 -149
147 5871.TW @CHAIL1 TW 1.1467 4.0000 0.040 7,342 1.0000 -1 -0.0018 -40,000 4.3755 -175,020 175,020 -6,938
150 2327.TW @YAGEO2 TW 0.9113 2.0000 0.020 8,288 1.0000 -1 -0.0010 -6,000 17.1956 -103,174 103,174 -2,094
155 0019.HK @SWIRE4 HK 0.5700 5.0000 0.055 3,049 1.0000 -1 -0.0071 -78,500 9.1021 -714,514 714,514 -38,964
158 6460.T @SEGAS1 JP 0.4126 1.0000 0.009 3,524 1.0000 -1 -0.0020 -9,400 20.9587 -197,012 197,012 -1,763
162 2158.HK @YIDUT1 HK 2.3865 1.0000 0.009 834 1.0000 -1 0.0000 -1,900 0.7847 -1,491 1,491 -13
167 0836.HK @CHINA276 HK 0.6193 1.0000 0.000 5,062 1.0000 -1 -0.0156 -606,000 2.5733 -1,559,418 1,559,418 -318
172 4816.T @TOEIA1 JP 0.0643 2.0000 0.018 2,190 1.0000 -1 -0.0010 -4,400 22.1868 -97,622 97,622 -1,771
179 6755.T @FUJIT32 JP 0.3045 2.0000 0.017 270 1.0000 -1 0.0000 -26 18.9707 -493 493 -8
196 6055.HK @CHINA2407 HK 1.4044 6.0000 0.062 794 1.0000 -1 -0.0007 -18,000 4.1020 -73,836 73,836 -4,555
200 7936.T @ASICS5 JP 0.8303 6.0000 0.071 17,437 1.0000 -1 -0.0078 -32,900 23.7405 -781,064 781,064 -55,169
206 8996.TW @KAORI1 TW 1.1731 1.0000 0.003 786 1.0000 -1 -0.0002 -2,000 8.5978 -17,196 17,196 -56
207 0853.HK @MICRO183 HK 2.7963 2.0000 0.018 1,404 1.0000 -1 -0.0043 -417,800 1.0395 -434,307 434,307 -7,681
215 3046.T @JINCO1 JP 0.3304 2.0000 0.017 1,260 1.0000 -1 -0.0018 -3,200 55.2974 -176,952 176,952 -3,020
216 4979.TWO @LUXNE1 TW 1.2899 1.0000 0.004 722 1.0000 -1 -0.0054 -87,000 6.2483 -543,602 543,602 -2,020
220 1519.TW @FORTU25 TW 1.1508 5.0000 0.047 5,410 1.0000 -1 -0.0010 -5,000 20.7028 -103,514 103,514 -4,910
230 2264.T @MORIN6 JP 0.2476 2.0000 -0.013 1,957 -1.0000 1 0.0027 12,100 21.9765 265,915 265,915 -3,365
251 2317.TW @HONHA4 TW 1.2322 7.0000 0.091 76,630 1.0000 -1 -0.0080 -145,000 5.5162 -799,850 799,850 -72,808
253 4912.T @LIONC3 JP 0.1650 2.0000 0.010 2,736 1.0000 -1 -0.0024 -24,800 9.7805 -242,557 242,557 -2,486
275 COL.AX @COLES10 AU -0.1816 1.0000 -0.002 17,881 -1.0000 1 0.0130 97,809 13.3307 1,303,864 1,303,864 -2,478
313 5388.TW @SERCO6 TW 1.0341 3.0000 0.025 952 1.0000 -1 -0.0002 -7,000 3.1735 -22,215 22,215 -559
319 0688.HK @CHINA173 HK 1.5800 9.0000 0.125 6,627 1.0000 0 0.0000 0 1.7809 0 0 0
331 0390.HK @CHINA710 HK 1.2634 9.0000 0.124 2,230 1.0000 0 0.0000 0 0.5299 0 0 0
349 2884.TW @ESUNF1 TW 0.5285 2.0000 0.015 18,264 1.0000 -1 -0.0008 -66,660 1.1305 -75,358 75,358 -1,149
364 9404.T @NIPPO161 JP 0.2475 5.0000 0.051 4,274 1.0000 0 0.0000 0 22.1936 0 0 0
372 032830.KS @SAMSU501 KR 0.4442 2.0000 0.019 14,243 1.0000 -1 -0.0002 -197 94.9519 -18,706 18,706 -353
373 7564.T @WORKM1 JP 0.1664 1.0000 0.001 2,228 1.0000 -1 -0.0006 -1,300 43.8986 -57,068 57,068 -76
376 2891.TW @CHINA244 TW 0.6269 2.0000 0.010 28,537 1.0000 -1 -0.0092 -634,000 1.4523 -920,733 920,733 -9,634
378 APA.AX @AUSTP9 AU 0.0579 4.0000 -0.034 7,056 -1.0000 1 0.0043 79,422 5.4093 429,616 429,616 -14,794
386 005930.KS @SAMSU48 KR 0.5642 6.0000 -0.059 268,412 -1.0000 1 0.0029 6,080 47.7291 290,193 290,193 -17,250
388 066570.KS @LGELE11 KR 0.5231 5.0000 -0.050 5,915 -1.0000 1 0.0005 860 55.6116 47,826 47,826 -2,414
393 1071.HK @HUADI2 HK 0.7122 7.0000 0.074 752 1.0000 -1 -0.0005 -88,000 0.5529 -48,653 48,653 -3,606
394 4183.T @MITSU85 JP 0.8416 2.0000 -0.016 4,571 -1.0000 0 0.0000 0 22.7567 0 0 -0
400 3939.HK @WANGU1 HK 0.6421 7.0000 0.080 3,375 1.0000 -1 -0.0007 -20,000 3.7071 -74,142 74,142 -5,929
411 1385.HK @SHANG12 HK 2.2071 5.0000 0.051 976 1.0000 -1 -0.0003 -8,000 3.4332 -27,465 27,465 -1,393
412 9868.HK @XPENG2 HK 2.3558 7.0000 0.092 13,459 1.0000 -1 -0.0017 -18,000 9.1913 -165,443 165,443 -15,209
416 0939.HK @CHINA377 HK 0.7917 10.0000 0.201 253,285 1.0000 -1 -0.0045 -430,000 1.0535 -453,015 453,015 -91,194
423 003490.KS @KOREA192 KR 0.3894 4.0000 -0.033 4,946 -1.0000 1 0.0003 1,551 18.1515 28,153 28,153 -923
438 CMLT.SI @CAPIT88 SG NaN NaN nan 12,744 NaN -1 -0.0000 -16 1.7417 -28 28 nan
450 6902.T @DENSO3 JP 0.7964 2.0000 0.015 27,971 1.0000 -1 -0.0027 -20,200 13.1628 -265,889 265,889 -4,036
451 7270.T @FUJIH3 JP 0.8359 2.0000 0.013 9,902 1.0000 -1 -0.0031 -18,100 17.0981 -309,475 309,475 -4,072
464 1898.HK @CHINA484 HK 0.6600 6.0000 0.056 5,378 1.0000 -1 -0.0009 -70,000 1.3096 -91,671 91,671 -5,138
466 259960.KS @KRAFT40 KR -0.1033 3.0000 -0.023 10,390 -1.0000 1 0.0002 80 254.9166 20,393 20,393 -476
470 9923.HK @YEAHK1 HK 2.1542 6.0000 0.070 382 1.0000 -1 -0.0002 -8,000 1.8828 -15,063 15,063 -1,049
473 4503.T @YAMAN6 JP 0.3919 1.0000 0.010 17,472 1.0000 -1 -0.0016 -16,500 9.6550 -159,307 159,307 -1,526
479 7532.T @DONQU3 JP 0.3513 3.0000 0.030 14,607 1.0000 -1 -0.0015 -4,500 33.8094 -152,142 152,142 -4,503
500 009540.KS @HYUND30 KR 0.4146 1.0000 -0.001 11,228 -1.0000 1 0.0047 1,914 244.0691 467,148 467,148 -525
503 9904.TW @POUCH1 TW 0.8572 1.0000 0.005 2,488 1.0000 -1 -0.0002 -25,000 0.9704 -24,261 24,261 -117
506 5411.T @JFEHO1 JP 0.7936 2.0000 0.015 7,612 1.0000 -1 -0.0017 -14,200 11.9042 -169,040 169,040 -2,601
524 6506.T @YASKA3 JP 1.5956 3.0000 -0.024 5,278 -1.0000 1 0.0017 8,500 19.7917 168,229 168,229 -4,066
526 2388.HK @BOCHO1 HK 0.7219 10.0000 0.184 48,286 1.0000 0 0.0000 0 4.5670 0 0 0
529 1658.HK @PSBCA1 HK 0.7880 9.0000 0.138 7,881 1.0000 -1 -0.0021 -290,000 0.7350 -213,163 213,163 -29,394
531 2782.T @SERIA1 JP -0.1635 1.0000 -0.008 1,009 -1.0000 0 0.0000 0 19.8528 0 0 -0
536 6871.T @MICRO72 JP 1.5704 1.0000 -0.000 1,472 -1.0000 1 0.0002 600 36.7744 22,065 22,065 -3
537 5401.T @NIPPO138 JP 0.6840 3.0000 0.026 20,913 1.0000 -1 -0.0015 -7,900 19.4592 -153,728 153,728 -3,928
541 7741.T @HOYAC2 JP 0.7151 5.0000 0.052 41,835 1.0000 0 0.0000 0 121.9256 0 0 0
543 AZJ.AX @QRINT1 AU 0.1850 8.0000 -0.093 3,723 -1.0000 0 0.0000 0 2.1272 0 0 -0
549 141A.T @TRIAL40 JP 0.3254 2.0000 -0.012 761 -1.0000 0 0.0000 0 16.3721 0 0 -0
559 3064.T @MONOT5 JP 0.3701 2.0000 0.018 4,511 1.0000 -1 -0.0001 -700 17.9937 -12,596 12,596 -224
562 STO.AX @SANTO10 AU 0.5098 2.0000 -0.016 16,678 -1.0000 1 0.0013 24,448 5.1352 125,546 125,546 -2,017
567 6869.T @SYSME2 JP 0.5162 3.0000 0.027 8,437 1.0000 -1 -0.0005 -3,200 16.1482 -51,674 51,674 -1,415
571 1812.T @KAJIM3 JP 0.6728 6.0000 0.061 13,433 1.0000 0 0.0000 0 25.4096 0 0 0
576 HCLT.NS @HCLTE1 IN 0.4557 8.0000 0.115 18,634 1.0000 0 0.0000 0 17.6356 0 0 0
581 8795.T @TDHOL2 JP 0.9928 1.0000 0.007 12,572 1.0000 -1 -0.0009 -3,900 23.1095 -90,127 90,127 -613
588 CAR.AX @CARSA1 AU 0.2213 3.0000 -0.021 9,081 -1.0000 1 0.0007 2,740 24.0318 65,847 65,847 -1,400
591 6701.T @NECCO8 JP 0.8724 2.0000 0.017 36,924 1.0000 0 0.0000 0 27.0652 0 0 0
599 REH.AX @REECE4 AU 0.3210 7.0000 -0.090 3,253 -1.0000 0 0.0000 0 8.5348 0 0 -0
601 TLS.AX @TELST3 AU -0.0401 3.0000 0.021 36,550 1.0000 0 0.0000 0 3.2103 0 0 0
607 3774.T @INTER396 JP 0.1722 4.0000 0.032 2,726 1.0000 0 0.0000 0 18.1464 0 0 0
608 5284.TW @JPPHO1 TW 1.1927 6.0000 -0.071 216 -1.0000 0 0.0000 0 6.9974 0 0 -0
612 9633.HK @NONGF1 HK 1.2316 5.0000 0.046 21,476 1.0000 -1 -0.0002 -4,000 5.7644 -23,058 23,058 -1,066
617 2628.HK @CHINA280 HK 1.9724 7.0000 0.084 19,859 1.0000 -1 -0.0001 -4,000 2.6688 -10,675 10,675 -895
649 601333.SH @GUANG102 CN 0.6873 4.0000 -0.035 1,290 -1.0000 1 0.0000 78 0.4306 34 34 -1
655 600570.SH @HANGZ8 CN 1.9514 7.0000 0.086 6,797 1.0000 -1 0.0000 -80 4.5483 -364 364 -31
669 688025.SH @SHENZ288 CN 2.4618 NaN nan 931 NaN 1 -0.0000 85 11.3874 968 968 nan
689 300379.ZK @BEIJI135 CN 1.5191 NaN nan 421 NaN -1 -0.0000 -89 0.7553 -67 67 nan
692 002226.ZK @ANHUI42 CN 1.1827 2.0000 -0.015 1,175 -1.0000 1 0.0018 187,600 0.9643 180,899 180,899 -2,803
702 002017.ZK @ZHUHA5 CN 1.4956 2.0000 -0.017 1,013 -1.0000 1 0.0025 78,700 3.1158 245,213 245,213 -4,085
703 605499.SH @EASTR12 CN 0.4139 7.0000 0.082 20,222 1.0000 -1 0.0000 -30 40.9345 -1,228 1,228 -101
707 688169.SH @BEIJI316 CN 1.4621 2.0000 0.015 5,770 1.0000 -1 0.0000 -38 22.2704 -846 846 -13
711 603799.SH @ZHEJI183 CN 1.7124 2.0000 0.010 7,666 1.0000 -1 0.0000 -61 5.4944 -335 335 -3
722 688222.SH @HITGE1 CN 2.1357 7.0000 -0.079 1,018 -1.0000 1 0.0000 36 3.4349 124 124 -10
728 688599.SH @TRINA7 CN 1.7913 6.0000 -0.060 3,489 -1.0000 1 0.0000 89 2.2546 201 201 -12
729 603355.SH @KINGC7 CN 1.5089 4.0000 0.032 686 1.0000 -1 0.0000 -13 3.2314 -42 42 -1
732 688106.SH @SUZHO69 CN 1.5166 1.0000 -0.004 1,196 -1.0000 1 0.0000 48 2.4818 119 119 -0
733 600248.SH @YANGL1 CN 0.8378 2.0000 0.011 717 1.0000 -1 0.0000 -64 0.5811 -37 37 -0
737 000538.ZK @YUNNA10 CN 0.6182 3.0000 0.026 5,761 1.0000 -1 0.0000 -80 7.8745 -630 630 -16
747 601006.SH @DAQIN5 CN 0.2200 1.0000 0.004 9,378 1.0000 -1 0.0000 -46 0.9127 -42 42 -0
751 002291.ZK @FOSHA5 CN 1.8080 2.0000 0.018 727 1.0000 -1 0.0000 -3 0.8849 -3 3 -0
753 603233.SH @DASHE1 CN 0.9080 2.0000 0.017 2,676 1.0000 -1 0.0000 -80 2.3494 -188 188 -3
756 601169.SH @BANKO53 CN 0.4357 8.0000 0.115 16,162 1.0000 -1 0.0000 -34 0.9322 -32 32 -4
757 002819.ZK @BEIJI198 CN 1.2986 1.0000 0.006 608 1.0000 -1 0.0000 -91 4.0592 -369 369 -2
769 600547.SH @SHAND33 CN 0.4661 2.0000 0.010 7,712 1.0000 -1 0.0000 -41 4.4452 -182 182 -2
775 000065.ZK @NORIN1 CN 1.4194 4.0000 0.037 845 1.0000 -1 0.0000 -70 1.6429 -115 115 -4
786 601919.SH @CHINA565 CN 0.8669 1.0000 -0.009 11,657 -1.0000 1 0.0000 95 2.2546 214 214 -2
790 601579.SH @KUAIJ1 CN 0.5923 5.0000 -0.050 538 -1.0000 1 0.0000 95 2.7382 260 260 -13
800 002595.ZK @SHAND94 CN 0.6573 3.0000 0.023 6,473 1.0000 -1 0.0000 -95 8.0919 -769 769 -18
813 600104.SH @SAUTO1 CN 0.8237 6.0000 0.064 8,780 1.0000 -1 0.0000 -99 2.4469 -242 242 -16
819 002320.ZK @HAINA25 CN 1.0821 1.0000 -0.008 686 -1.0000 1 0.0022 190,000 1.1399 216,573 216,573 -1,759
854 601988.SH @BANKO22 CN 0.1636 6.0000 0.070 185,517 1.0000 -1 0.0000 -40 0.7776 -31 31 -2
895 002916.ZK @SHENN1 CN 1.8258 5.0000 -0.044 12,728 -1.0000 1 0.0000 30 19.0905 573 573 -25
915 600926.SH @BANKO586 CN 0.5131 1.0000 0.010 11,549 1.0000 -1 0.0000 -87 2.3090 -201 201 -2
924 603986.SH @GIGAD1 CN 1.6477 3.0000 0.028 10,722 1.0000 -1 0.0000 -77 16.1461 -1,243 1,243 -34
985 600016.SH @CHINA214 CN 0.5842 5.0000 0.045 16,375 1.0000 -1 -0.0169 -2,306,900 0.7330 -1,690,873 1,690,873 -76,574
992 601288.SH @AGRIC27 CN 0.1824 2.0000 0.015 271,362 1.0000 -1 -0.0325 -3,820,100 0.8500 -3,247,140 3,247,140 -49,753
998 601398.SH @INDUS125 CN 0.1955 6.0000 0.056 285,529 1.0000 0 0.0000 0 1.0590 0 0 0
1011 002475.ZK @SHENZ71 CN 1.6443 2.0000 0.015 23,865 1.0000 -1 -0.0005 -9,000 5.3077 -47,769 47,769 -732
1023 300291.ZK @BEIJI117 CN 1.8615 9.0000 -0.150 545 -1.0000 0 0.0000 0 0.8639 0 0 -0
1047 PTTGC_n.BK @PTTGL1 TH 0.9011 5.0000 0.044 1,646 1.0000 -1 -0.0009 -142,700 0.6639 -94,735 94,735 -4,145
1052 GULF_n.BK @GULFD3 TH NaN NaN nan 15,234 NaN -1 -0.0000 -13 1.3417 -17 17 nan
1056 CRC_n.BK @CENTR403 TH 0.3218 3.0000 0.028 2,457 1.0000 -1 -0.0004 -66,600 0.6266 -41,735 41,735 -1,165
1057 SCB_n.BK @SCBXP1 TH 0.2183 1.0000 0.003 12,691 1.0000 0 0.0000 0 3.7692 0 0 0
1061 CPALL_n.BK @CPSEV2 TH 0.2199 4.0000 0.037 8,989 1.0000 0 0.0000 0 1.4503 0 0 0
1062 BBL_n.BK @BANGK27 TH 0.2242 1.0000 0.004 8,527 1.0000 -1 -0.0009 -20,500 4.4672 -91,577 91,577 -362